+4,143.0%
KR vs ETR
+4,408.0%
-265.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | -0.1% | -1.0% |
| 7D | -3.1% | +0.4% | -3.5% | -3.2% |
| 30D | +0.6% | +2.0% | -1.4% | 0.0% |
| 3M | -9.8% | -1.7% | -8.1% | -9.5% |
| 6M | -22.1% | +3.6% | -25.7% | -23.1% |
| YTD | -8.1% | +18.0% | -26.2% | -12.3% |
| 1Y | -14.7% | +26.2% | -40.9% | -20.1% |
| 3Y | +28.6% | +148.0% | -119.4% | -0.5% |
| 5Y | +36.4% | +126.1% | -89.7% | +7.4% |
| 10Y | +120.8% | +302.3% | -181.5% | +41.6% |
| All | +4,143.0% | +4,408.0% | -265.1% | +1,080.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ETR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling